Re: [R] How to assess significance of random effect in lme4

From: Doran, Harold <HDoran_at_air.org>
Date: Wed 17 Aug 2005 - 23:26:15 EST


These are the posterior variances of the random effects (I think more properly termed "empirical" posteriors). Your model apparently includes three levels of random variation (commu, bcohort, residual). The first are the variances associated with your commu random effect and the second are the variances associated with the bcohort random effect.

Accessing either one would require

fm@bVar$commu or fm@bVar$bcohort

Obviously, replace "fm" with the name of your fitted model.

-----Original Message-----
From: r-help-bounces@stat.math.ethz.ch
[mailto:r-help-bounces@stat.math.ethz.ch] On Behalf Of Shige Song Sent: Wednesday, August 17, 2005 7:50 AM To: r-help@stat.math.ethz.ch
Subject: Re: [R] How to assess significance of random effect in lme4

Hi Harold,

Thanks for the reply. I looked at my outputs using str() as you suggested, here is the part you mentioned:

  ..@ bVar     :List of 2
  .. ..$ commu  : num [1, 1, 1:29] 5e-10 5e-10 5e-10 5e-10 5e-10 ...
  .. ..$ bcohort: num [1, 1, 1:6] 1.05e-05 7.45e-06 6.53e-06 8.25e-06
7.11e-06 ...

where commu and bcohort are the two second-level units. Are these standard errors? Why the second vector contains a series of different numbers?

Thanks!

Shige

On 8/17/05, Doran, Harold <HDoran@air.org> wrote:
>
>
> You can extract the posterior variance of the random effect from the
> bVar slot of the fitted lmer model. It is not a hidden option, but a
> part of the fitted model. It just doesn't show up when you use
summary().
>
> Look at the structure of your object to see what is available using
str().
>
> However, your comment below seems to imply that it is incorrect for
> lmer to report SDs instead of the standard error, which is not true.
> That is a quantity of direct interest.
>
> Other multilevel programs report the same exact statistics (for the
> most part). For instance, HLM reports the variances as well. If you
> want the posterior variance of an HLM model you need to extract it.
>
>
>
> -----Original Message-----
> From: r-help-bounces@stat.math.ethz.ch on behalf of
> Shige Song
> Sent: Wed 8/17/2005 6:30 AM
> To: r-help@stat.math.ethz.ch
> Cc:
> Subject: [R] How to assess significance of random effect in
lme4
>
> Dear All,
>
> With kind help from several friends on the list, I am getting close.
> Now here are something interesting I just realized: for random
> effects, lmer reports standard deviation instead of standard error! Is

> there a hidden option that tells lmer to report standard error of
> random effects, like most other multilevel or mixed modeling software,

> so that we can say something like "randome effect for xxx is
> significant, while randome effect for xxx is not significant"? Thanks!
>
> Best,
> Shige
>
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R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Wed Aug 17 23:32:26 2005

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